Absolute Continuity of Solutions to Reaction-Diffusion Equations with Multiplicative Noise
Keyword(s):
AbstractWe prove absolute continuity of the law of the solution, evaluated at fixed points in time and space, to a parabolic dissipative stochastic PDE on L2(G), where G is an open bounded domain in $\mathbb {R}^{d}$ ℝ d with smooth boundary. The equation is driven by a multiplicative Wiener noise and the nonlinear drift term is the superposition operator associated to a real function that is assumed to be monotone, locally Lipschitz continuous, and growing not faster than a polynomial. The proof, which uses arguments of the Malliavin calculus, crucially relies on the well-posedness theory in the mild sense for stochastic evolution equations in Banach spaces.
2019 ◽
Vol 40
(2)
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pp. 1005-1050
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2006 ◽
Vol 11
(2)
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pp. 115-121
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2019 ◽
Vol 18
(1)
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pp. 205-278
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1975 ◽
Vol 37
(4)
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pp. 323-365
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2011 ◽
Vol 11
(02n03)
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pp. 301-314
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